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Previous: NETMEASURE TECHNOLOGY INC, 8-K, 2000-02-10 |
Next: CWABS INC ASSET BACKED CERTIFICATES SERIES 1998-3, 8-K, 2000-02-10 |
UNITED STATES
SECURIITES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: [12/31/99]
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Missouri State Employees' Retirement System
Address: 907 Wildwood Dr.
Jefferson City, MO 65109
13F File Number: xx-99999
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, current and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Pat Neylon
Title: Portfolio Manager - Domestic Equity
Phone: (573) 632-6165
Signature, Place, and Date of Signing:
J. Patrick Neylon Jefferson City, MO February 10, 2000
Report Type (Check Only one.):
[ X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURIITIES EXCHANGE ACT OF 1934.
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 500
Form 13F Information Table Value Total: $1,684,428
List of Other Included Managers:
No. 13F File Number Name
00 00-00000 No other managers included.
<PAGE>
<TABLE> <C> <C>
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
3com Corp COMM 885535104 2348.1 49960 SH SOLE 49960 0 0
Abbott Labs COMM 002824100 7240.0 199380 SH SOLE 199380 0 0
Adaptec Inc COMM 00651F108 728.2 14600 SH SOLE 14600 0 0
Adc Telecommunicatio COMM 000886101 1422.2 19600 SH SOLE 19600 0 0
Adobe Sys Inc COMM 00724F101 1067.9 15880 SH SOLE 15880 0 0
Advanced Micro Devic COMM 007903107 606.5 20960 SH SOLE 20960 0 0
Aes Corp COMM 00130H105 2220.1 29700 SH SOLE 29700 0 0
Aetna Inc COMM 008117103 1211.0 21698 SH SOLE 21698 0 0
Aflac Inc COMM 001055102 1807.3 38300 SH SOLE 38300 0 0
Air Prods & Chems In COMM 009158106 1111.6 33120 SH SOLE 33120 0 0
Alberto Culver Co COMM 013068101 196.4 7610 SH SOLE 7610 0 0
Albertsons Inc COMM 013104104 1976.2 61278 SH SOLE 61278 0 0
Alcan Alum Ltd COMM 013716105 1312.8 31730 SH SOLE 31730 0 0
Alcoa Inc COMM 013817101 4425.6 53320 SH SOLE 53320 0 0
Allegheny Technologi COMM 01741R102 296.6 13217 SH SOLE 13217 0 0
Allergan Inc COMM 018490102 845.8 17000 SH SOLE 17000 0 0
Allied Waste Inds In COMM 019589308 237.9 27000 SH SOLE 27000 0 0
Allstate Corp COMM 020002101 2801.8 116438 SH SOLE 116438 0 0
Alltel Corp COMM 020039103 3754.0 45400 SH SOLE 45400 0 0
Alza Corp Del COMM 022615108 514.5 14860 SH SOLE 14860 0 0
Amerada Hess Corp COMM 023551104 751.9 13250 SH SOLE 13250 0 0
Ameren Corp COMM 023608102 639.9 19540 SH SOLE 19540 0 0
America Online Inc D COMM 02364J104 22003.8 290000 SH SOLE 290000 0 0
American Elec Pwr In COMM 025537101 892.4 27780 SH SOLE 27780 0 0
American Express Co COMM 025816109 10824.5 65110 SH SOLE 65110 0 0
American General Co COMM 026351106 2714.7 35779 SH SOLE 35779 0 0
American Greetings COMM 026375105 207.4 8777 SH SOLE 8777 0 0
American Home Prods COMM 026609107 7412.8 188860 SH SOLE 188860 0 0
American Intl Group COMM 026874107 24207.4 223883 SH SOLE 223883 0 0
Amgen COMM 031162100 7963.1 132580 SH SOLE 132580 0 0
Amr Corp COMM 001765106 1432.5 21380 SH SOLE 21380 0 0
Amsouth Bancorporati COMM 032165102 1089.2 56400 SH SOLE 56400 0 0
Anadarko Pete Corp COMM 032511107 616.3 18060 SH SOLE 18060 0 0
Analog Devices Inc COMM 032654105 2352.9 25300 SH SOLE 25300 0 0
Andrew Corp COMM 034425108 222.7 11762 SH SOLE 11762 0 0
Anheuser Busch Cos COMM 035229103 4280.1 60390 SH SOLE 60390 0 0
Aon Corp COMM 037389103 1473.8 36845 SH SOLE 36845 0 0
Apache Corp COMM 037411105 609.1 16490 SH SOLE 16490 0 0
Apple Computer Inc COMM 037833100 2405.8 23400 SH SOLE 23400 0 0
Applied Matls Inc COMM 038222105 6235.6 49220 SH SOLE 49220 0 0
Archer Daniels Midla COMM 039483102 1065.9 87913 SH SOLE 87913 0 0
Armstrong World COMM 042476101 191.6 5740 SH SOLE 5740 0 0
Ashland Inc COMM 044204105 334.6 10158 SH SOLE 10158 0 0
Associates First Cap COMM 046008108 2879.8 104958 SH SOLE 104958 0 0
At&T Corp COMM 001957109 23483.7 462163 SH SOLE 462163 0 0
Atlantic Richfield COMM 048825103 4044.7 46760 SH SOLE 46760 0 0
Autodesk Inc COMM 052769106 284.5 8430 SH SOLE 8430 0 0
Automatic Data Proce COMM 053015103 4370.3 81120 SH SOLE 81120 0 0
Autozone Inc COMM 053332102 667.6 20660 SH SOLE 20660 0 0
Avery Dennison Corp COMM 053611109 1058.1 14520 SH SOLE 14520 0 0
Avon Prods Inc COMM 054303102 1035.5 31380 SH SOLE 31380 0 0
Baker Hughes Inc COMM 057224107 999.7 47464 SH SOLE 47464 0 0
Ball Corp COMM 058498106 175.6 4460 SH SOLE 4460 0 0
Bank Amer Corp COMM 060505104 12397.8 247029 SH SOLE 247029 0 0
Bank New York Inc COMM 064057102 4264.8 106620 SH SOLE 106620 0 0
Bank One Corp COMM 06423A103 5307.9 165873 SH SOLE 165873 0 0
Bard C R Inc COMM 067383109 403.2 7608 SH SOLE 7608 0 0
Barrick Gold Corp COMM 067901108 1006.2 56890 SH SOLE 56890 0 0
Bausch & Lomb Inc COMM 071707103 582.4 8510 SH SOLE 8510 0 0
Baxter Intl Inc COMM 071813109 2635.0 41950 SH SOLE 41950 0 0
Bb&T Corp COMM 054937107 1308.5 47800 SH SOLE 47800 0 0
Bear Stearns Cos Inc COMM 073902108 725.4 16969 SH SOLE 16969 0 0
Becton Dickinson COMM 075887109 966.5 35880 SH SOLE 35880 0 0
Bed Bath & Beyond In COMM 075896100 618.6 17800 SH SOLE 17800 0 0
Bell Atlantic Corp COMM 077853109 13824.4 224558 SH SOLE 224558 0 0
Bellsouth Corp COMM 079860102 12743.3 272220 SH SOLE 272220 0 0
Bemis Inc COMM 081437105 251.8 7220 SH SOLE 7220 0 0
Best Buy Inc COMM 086516101 1331.6 26500 SH SOLE 26500 0 0
Best Foods COMM 08658U101 1910.1 36340 SH SOLE 36340 0 0
Bethlehem Stl Corp COMM 087509105 155.1 18520 SH SOLE 18520 0 0
Biomet Inc COMM 090613100 636.8 15920 SH SOLE 15920 0 0
Black & Decker Mfg COMM 091797100 645.3 12350 SH SOLE 12350 0 0
Block H & R Inc COMM 093671105 626.9 14330 SH SOLE 14330 0 0
Bmc Software Inc COMM 055921100 2526.0 31600 SH SOLE 31600 0 0
Boeing Co COMM 097023105 5600.3 135150 SH SOLE 135150 0 0
Boise Cascade Corp COMM 097383103 332.9 8220 SH SOLE 8220 0 0
Boston Scientific Co COMM 101137107 1302.4 59540 SH SOLE 59540 0 0
Briggs & Stratton Co COMM 109043109 185.5 3460 SH SOLE 3460 0 0
Bristol Myers Squibb COMM 110122108 16515.4 257300 SH SOLE 257300 0 0
Brown Forman Dst 'b' COMM 115637209 571.9 9990 SH SOLE 9990 0 0
Brunswick Corp COMM 117043109 292.9 13164 SH SOLE 13164 0 0
Burlington Northn Sa COMM 12189T104 1601.6 66046 SH SOLE 66046 0 0
Burlington Res Inc COMM 122014103 1042.3 31526 SH SOLE 31526 0 0
Cabletron Sys Inc COMM 126920107 677.3 26050 SH SOLE 26050 0 0
Campbell Soup Co COMM 134429109 2148.3 55530 SH SOLE 55530 0 0
Capital One Finl Cor COMM 14040H105 1373.3 28500 SH SOLE 28500 0 0
Cardinal Health Inc COMM 14149Y108 1943.5 40595 SH SOLE 40595 0 0
Carnival Cruise Line COMM 143658102 4274.4 89400 SH SOLE 89400 0 0
Carolina Pwr & Lt Co COMM 144141108 698.8 22960 SH SOLE 22960 0 0
Caterpillar Inc COMM 149123101 2412.9 51270 SH SOLE 51270 0 0
Cbs Corp COMM 12490K107 7065.7 110510 SH SOLE 110510 0 0
Cendant Corp COMM 151313103 2728.2 102710 SH SOLE 102710 0 0
Centex Corp COMM 152312104 202.9 8220 SH SOLE 8220 0 0
Central & So West Co COMM 152357109 606.8 30340 SH SOLE 30340 0 0
Centurytel Inc COMM 156700106 947.5 20000 SH SOLE 20000 0 0
Ceridian Corp COMM 15677T106 449.4 20840 SH SOLE 20840 0 0
Champion Intl Corp COMM 158525105 870.2 14050 SH SOLE 14050 0 0
Chase Manhattan Corp COMM 16161A108 9270.1 119326 SH SOLE 119326 0 0
Chevron Corp COMM 166751107 8239.3 95114 SH SOLE 95114 0 0
Chubb Corp COMM 171232101 1425.6 25316 SH SOLE 25316 0 0
Cigna Corp COMM 125509109 2176.0 27010 SH SOLE 27010 0 0
Cincinnati Finl Corp COMM 172062101 739.1 23699 SH SOLE 23699 0 0
Cinergy Corp COMM 172474108 542.8 22674 SH SOLE 22674 0 0
Circuit City Store I COMM 172737108 1329.9 29512 SH SOLE 29512 0 0
Cisco Sys Inc COMM 17275R102 45452.5 424294 SH SOLE 424294 0 0
Citigroup Inc COMM 172967101 27161.1 487742 SH SOLE 487742 0 0
Citrix Sys Inc COMM 177376100 1463.7 11900 SH SOLE 11900 0 0
Clear Channel Commun COMM 184502102 4376.8 49040 SH SOLE 49040 0 0
Clorox Co COMM 189054109 1726.9 34280 SH SOLE 34280 0 0
Cms Energy Corp COMM 125896100 520.8 16700 SH SOLE 16700 0 0
Coastal Corp COMM 190441105 1093.6 30860 SH SOLE 30860 0 0
Coca Cola Co COMM 191216100 18663.9 320410 SH SOLE 320410 0 0
Coca Cola Enterprise COMM 191219104 1227.6 61000 SH SOLE 61000 0 0
Colgate Palmolive Co COMM 194162103 4928.3 75820 SH SOLE 75820 0 0
Columbia Energy Grou COMM 197648108 741.0 11715 SH SOLE 11715 0 0
Columbia/Hca Healthc COMM 197677107 2388.8 81494 SH SOLE 81494 0 0
Comcast Corp COMM 200300200 4927.8 97460 SH SOLE 97460 0 0
Comerica Inc COMM 200340107 1050.2 22495 SH SOLE 22495 0 0
Compaq Computer Corp COMM 204493100 6651.0 245766 SH SOLE 245766 0 0
Computer Assoc Intl COMM 204912109 4877.2 69737 SH SOLE 69737 0 0
Computer Sciences Co COMM 205363104 2286.1 24160 SH SOLE 24160 0 0
Compuware Corp COMM 205638109 1732.1 46500 SH SOLE 46500 0 0
Comverse Technology COMM 205862402 1331.7 9200 SH SOLE 9200 0 0
Conagra Inc COMM 205887102 1613.1 71100 SH SOLE 71100 0 0
Conoco Inc COMM 208251405 2241.2 90100 SH SOLE 90100 0 0
Conseco Inc COMM 208464107 832.8 46754 SH SOLE 46754 0 0
Consolidated Edison COMM 209115104 1101.0 31913 SH SOLE 31913 0 0
Consolidated Nat Gas COMM 209615103 918.7 14147 SH SOLE 14147 0 0
Consolidated Stores COMM 210149100 252.6 15543 SH SOLE 15543 0 0
Constellation Energy COMM 210371100 618.0 21310 SH SOLE 21310 0 0
Cooper Inds Inc COMM 216669101 544.1 13455 SH SOLE 13455 0 0
Cooper Tire & Rubr COMM 216831107 166.6 10580 SH SOLE 10580 0 0
Coors Adolph Co COMM 217016104 280.4 5340 SH SOLE 5340 0 0
Corning Inc COMM 219350105 4091.2 31730 SH SOLE 31730 0 0
Costco Whsl Corp New COMM 22160K105 2952.0 32351 SH SOLE 32351 0 0
Countrywide Cr Inds COMM 222372104 404.8 16030 SH SOLE 16030 0 0
Crane Co COMM 224399105 183.7 9245 SH SOLE 9245 0 0
Crown Cork & Seal In COMM 228255105 388.9 17380 SH SOLE 17380 0 0
Csx Corp COMM 126408103 986.7 31450 SH SOLE 31450 0 0
Cummins Engine Inc COMM 231021106 296.6 6140 SH SOLE 6140 0 0
Cvs Corp COMM 126650100 2258.5 56640 SH SOLE 56640 0 0
Dana Corp COMM 235811106 711.8 23776 SH SOLE 23776 0 0
Danaher Corp COMM 235851102 979.5 20300 SH SOLE 20300 0 0
Darden Restaurants I COMM 237194105 339.8 18750 SH SOLE 18750 0 0
De Luxe Check Printe COMM 248019101 280.7 10229 SH SOLE 10229 0 0
Deere & Co COMM 244199105 1455.0 33544 SH SOLE 33544 0 0
Dell Computer Corp COMM 247025109 16810.6 329620 SH SOLE 329620 0 0
Delphi Automotive Sy COMM 247126105 1285.2 81601 SH SOLE 81601 0 0
Delta Air Lines Del COMM 247361108 958.4 19240 SH SOLE 19240 0 0
Dillards Inc COMM 254067101 304.1 15064 SH SOLE 15064 0 0
Disney Walt Prodtns COMM 254687106 8724.4 298270 SH SOLE 298270 0 0
Dollar Gen Corp COMM 256669102 871.9 38325 SH SOLE 38325 0 0
Dominion Res Inc Va COMM 25746U109 1084.9 27640 SH SOLE 27640 0 0
Donnelley R R & Sons COMM 257867101 450.3 18150 SH SOLE 18150 0 0
Dover Corp COMM 260003108 1335.8 29440 SH SOLE 29440 0 0
Dow Chem Co COMM 260543103 4261.2 31889 SH SOLE 31889 0 0
Dow Jones & Co Inc COMM 260561105 778.6 11450 SH SOLE 11450 0 0
Dte Energy Co COMM 233331107 659.2 20845 SH SOLE 20845 0 0
Du Pont E I De Nemou COMM 263534109 9961.6 151220 SH SOLE 151220 0 0
Duke Power Co COMM 264399106 2659.8 53064 SH SOLE 53064 0 0
Dun & Bradstreet Cor COMM 26483B106 605.3 20520 SH SOLE 20520 0 0
E M C Corp Mass COMM 268648102 14446.7 132235 SH SOLE 132235 0 0
Eastern Enterprises COMM 27637F100 233.8 4070 SH SOLE 4070 0 0
Eastman Chem Co COMM 277432100 545.0 11428 SH SOLE 11428 0 0
Eastman Kodak Co COMM 277461109 3037.6 45850 SH SOLE 45850 0 0
Eaton Corp COMM 278058102 775.5 10678 SH SOLE 10678 0 0
Ecolab Inc COMM 278865100 719.9 18400 SH SOLE 18400 0 0
Edison Intl COMM 281020107 1305.4 49848 SH SOLE 49848 0 0
El Paso Energy Corp COMM 283905107 1271.5 32760 SH SOLE 32760 0 0
Electronic Data Sys COMM 285661104 4561.9 68152 SH SOLE 68152 0 0
Emerson Elec Co COMM 291011104 3600.9 62760 SH SOLE 62760 0 0
Engelhard Corp COMM 292845104 340.1 18020 SH SOLE 18020 0 0
Enron Corp COMM 293561106 4591.9 103480 SH SOLE 103480 0 0
Entergy Corp New COMM 29364G103 919.3 35700 SH SOLE 35700 0 0
Equifax Inc COMM 294429105 425.5 18060 SH SOLE 18060 0 0
Exxon Mobil Corp COMM 30231G102 40243.5 499531 SH SOLE 499531 0 0
F M C Corp COMM 302491303 260.2 4540 SH SOLE 4540 0 0
Federal Natl Mtg Asn COMM 313586109 9275.1 148550 SH SOLE 148550 0 0
Federated Dept Store COMM 31410H101 1544.7 30550 SH SOLE 30550 0 0
Fedex Corp COMM 31428X106 1771.1 43264 SH SOLE 43264 0 0
Fifth Third Bancorp COMM 316773100 3276.7 44657 SH SOLE 44657 0 0
First Data Corp COMM 319963104 2990.8 60650 SH SOLE 60650 0 0
First Energy Corp COMM 337932107 761.2 33550 SH SOLE 33550 0 0
First Un Corp COMM 337358105 4704.9 142844 SH SOLE 142844 0 0
Firstar Corp New Wis COMM 33763V109 2992.7 141664 SH SOLE 141664 0 0
Fleetboston Finl Cor COMM 339030108 4609.9 132421 SH SOLE 132421 0 0
Fleetwood Enterprise COMM 339099103 90.8 4400 SH SOLE 4400 0 0
Florida Progress Cor COMM 341109106 609.3 14400 SH SOLE 14400 0 0
Fluor Corp COMM 343861100 510.5 11128 SH SOLE 11128 0 0
Ford Mtr Co Del COMM 345370100 9313.6 174699 SH SOLE 174699 0 0
Fort James Corp COMM 347471104 855.7 31260 SH SOLE 31260 0 0
Fortune Brands Inc COMM 349631101 774.3 23420 SH SOLE 23420 0 0
Foster Wheeler Corp COMM 350244109 47.4 5340 SH SOLE 5340 0 0
Fpl Group Inc COMM 302571104 1113.3 26003 SH SOLE 26003 0 0
Franklin Res Inc COMM 354613101 1170.3 36500 SH SOLE 36500 0 0
Freddie Mac COMM 313400301 4742.5 100770 SH SOLE 100770 0 0
Freeport-Mcmoran Cop COMM 35671D857 438.6 20760 SH SOLE 20760 0 0
Gannett Inc COMM 364730101 3313.1 40620 SH SOLE 40620 0 0
Gap Inc COMM 364760108 5105.9 110997 SH SOLE 110997 0 0
Gateway Inc COMM 367626108 2969.0 41200 SH SOLE 41200 0 0
General Dynamics Cor COMM 369550108 1540.3 29200 SH SOLE 29200 0 0
General Elec Co COMM 369604103 65860.1 425590 SH SOLE 425590 0 0
General Instr Corp D COMM 370120107 2157.3 25380 SH SOLE 25380 0 0
General Mls Inc COMM 370334104 1410.7 39460 SH SOLE 39460 0 0
General Mtrs Corp COMM 370442105 6733.3 92633 SH SOLE 92633 0 0
Genuine Parts Co COMM 372460105 631.7 25460 SH SOLE 25460 0 0
Georgia Pac Corp COMM 373298108 1257.6 24780 SH SOLE 24780 0 0
Gillette Company COMM 375766102 5731.7 139160 SH SOLE 139160 0 0
Global Crossing Ltd COMM G3921A100 5515.1 110301 SH SOLE 110301 0 0
Golden West Finl Del COMM 381317106 781.6 23330 SH SOLE 23330 0 0
Goodrich B F Co COMM 382388106 429.6 15620 SH SOLE 15620 0 0
Goodyear Tire & Rubr COMM 382550101 627.2 22350 SH SOLE 22350 0 0
Gpu Inc COMM 36225X100 517.9 17410 SH SOLE 17410 0 0
Grace W R & Co Del N COMM 38388F108 128.4 9090 SH SOLE 9090 0 0
Grainger W W Inc COMM 384802104 656.9 13740 SH SOLE 13740 0 0
Great Atl & Pac Tea COMM 390064103 140.5 5040 SH SOLE 5040 0 0
Great Lakes Chem Cor COMM 390568103 325.0 8510 SH SOLE 8510 0 0
Gte Corp COMM 362320103 9922.5 140620 SH SOLE 140620 0 0
Guidant Corp COMM 401698105 1874.4 39880 SH SOLE 39880 0 0
Halliburton Co COMM 406216101 2567.1 63780 SH SOLE 63780 0 0
Harcourt Gen Inc COMM 41163G101 422.2 10490 SH SOLE 10490 0 0
Harrahs Entmt Inc COMM 413619107 487.2 18430 SH SOLE 18430 0 0
Hartford Finl Svcs G COMM 416515104 1515.1 31980 SH SOLE 31980 0 0
Hasbro Bradley Inc COMM 418056107 520.9 27505 SH SOLE 27505 0 0
Healthsouth Corp COMM 421924101 299.7 55750 SH SOLE 55750 0 0
Heinz H J Co COMM 423074103 1848.9 46440 SH SOLE 46440 0 0
Helmerich & Payne In COMM 423452101 150.5 6920 SH SOLE 6920 0 0
Hercules Inc COMM 427056106 419.2 15040 SH SOLE 15040 0 0
Hershey Foods Corp COMM 427866108 927.9 19560 SH SOLE 19560 0 0
Hewlett Packard Co COMM 428236103 16770.2 147430 SH SOLE 147430 0 0
Hilton Hotels Corp COMM 432848109 453.1 47380 SH SOLE 47380 0 0
Home Depot Inc COMM 437076102 20540.2 298767 SH SOLE 298767 0 0
Homestake Mng Co COMM 437614100 293.4 37560 SH SOLE 37560 0 0
Honeywell Intl Inc COMM 438516106 6600.7 114422 SH SOLE 114422 0 0
Household Intl Corp COMM 441815107 2533.5 68014 SH SOLE 68014 0 0
Humana Inc COMM 444859102 195.8 23920 SH SOLE 23920 0 0
Huntington Bancshare COMM 446150104 789.6 33072 SH SOLE 33072 0 0
Ikon Office Solution COMM 451713101 144.4 21190 SH SOLE 21190 0 0
Illinois Tool Wks In COMM 452308109 2951.1 43680 SH SOLE 43680 0 0
Ims Health Inc COMM 449934108 1083.7 39860 SH SOLE 39860 0 0
Inco Ltd COMM 453258402 642.3 27330 SH SOLE 27330 0 0
Ingersoll Rand Co COMM 456866102 1315.7 23895 SH SOLE 23895 0 0
Intel Corp COMM 458140100 35672.6 433380 SH SOLE 433380 0 0
International Bus Ma COMM 459200101 25223.3 233820 SH SOLE 233820 0 0
International Flav&F COMM 459506101 568.5 15110 SH SOLE 15110 0 0
International Paper COMM 460146103 3382.2 59928 SH SOLE 59928 0 0
Interpublic Group Co COMM 460690100 2110.2 36580 SH SOLE 36580 0 0
Itt Inds Inc Ind COMM 450911102 416.3 12450 SH SOLE 12450 0 0
Jefferson Pilot Corp COMM 475070108 1038.1 15210 SH SOLE 15210 0 0
Johnson & Johnson COMM 478160104 16822.3 180400 SH SOLE 180400 0 0
Johnson Ctls Inc COMM 478366107 692.7 12179 SH SOLE 12179 0 0
Jostens Inc COMM 481088102 95.8 3940 SH SOLE 3940 0 0
K Mart COMM 482584109 717.6 71310 SH SOLE 71310 0 0
Kansas City Southn COMM 485170104 1216.4 16300 SH SOLE 16300 0 0
Kaufman&Broad Home C COMM 486168107 163.0 6740 SH SOLE 6740 0 0
Kellogg Co COMM 487836108 1614.9 52410 SH SOLE 52410 0 0
Kerr Mcgee Corp COMM 492386107 783.6 12639 SH SOLE 12639 0 0
Keycorp COMM 493267108 1427.2 64504 SH SOLE 64504 0 0
Kimberly Clark Corp COMM 494368103 4620.1 70604 SH SOLE 70604 0 0
Kla-Tencor Corp COMM 482480100 1447.9 13000 SH SOLE 13000 0 0
Knight Ridder Newspp COMM 499040103 729.0 12240 SH SOLE 12240 0 0
Kohls Corp COMM 500255104 1515.9 21000 SH SOLE 21000 0 0
Kroger Co COMM 501044101 2032.5 107680 SH SOLE 107680 0 0
Leggett & Platt Inc COMM 524660107 602.4 28100 SH SOLE 28100 0 0
Lehman Bros Hldgs In COMM 524908100 1482.0 17500 SH SOLE 17500 0 0
Lexmark Intl Group I COMM 529771107 1493.3 16500 SH SOLE 16500 0 0
Lilly Eli & Co COMM 532457108 9407.1 141460 SH SOLE 141460 0 0
Limited Inc COMM 532716107 1334.0 30800 SH SOLE 30800 0 0
Lincoln Natl Corp In COMM 534187109 1129.6 28240 SH SOLE 28240 0 0
Liz Claiborne COMM 539320101 327.0 8690 SH SOLE 8690 0 0
Lockheed Martin Corp COMM 539830109 1250.5 57164 SH SOLE 57164 0 0
Loews Corp COMM 540424108 941.9 15520 SH SOLE 15520 0 0
Longs Drug Stores In COMM 543162101 132.7 5140 SH SOLE 5140 0 0
Louisiana Pac Corp COMM 546347105 212.6 15120 SH SOLE 15120 0 0
Lowes Cos Inc COMM 548661107 3312.5 55440 SH SOLE 55440 0 0
Lsi Logic Corp COMM 502161102 1456.0 21570 SH SOLE 21570 0 0
Lucent Technologies COMM 549463107 30479.9 406398 SH SOLE 406398 0 0
Mallinckrodt Group COMM 561232109 314.3 9880 SH SOLE 9880 0 0
Manor Care Inc New COMM 564055101 232.0 14500 SH SOLE 14500 0 0
Marriott Intl Inc Ne COMM 571903202 1123.6 35600 SH SOLE 35600 0 0
Marsh & Mclennan Cos COMM 571748102 3718.4 38860 SH SOLE 38860 0 0
Masco Corp COMM 574599106 1638.7 64580 SH SOLE 64580 0 0
Mattel Inc COMM 577081102 794.2 60509 SH SOLE 60509 0 0
May Dept Stores Co COMM 577778103 1548.0 48000 SH SOLE 48000 0 0
Maytag Co COMM 578592107 534.7 11140 SH SOLE 11140 0 0
Mbia Inc COMM 55262C100 752.1 14240 SH SOLE 14240 0 0
Mbna Corp COMM 55262L100 2826.2 103715 SH SOLE 103715 0 0
Mcdermott Intl COMM 580037109 75.3 8310 SH SOLE 8310 0 0
Mcdonalds Corp COMM 580135101 7894.0 195820 SH SOLE 195820 0 0
Mcgraw Hill Inc COMM 580645109 1755.1 28480 SH SOLE 28480 0 0
Mci Worldcom Inc COMM 55268B106 21788.8 410626 SH SOLE 410626 0 0
Mckesson Hboc Inc COMM 58155Q103 915.9 40705 SH SOLE 40705 0 0
Mead Corp COMM 582834107 649.0 14940 SH SOLE 14940 0 0
Mediaone Group Inc COMM 58440J104 6807.6 88626 SH SOLE 88626 0 0
Medtronic Inc COMM 585055106 5647.8 155000 SH SOLE 155000 0 0
Mellon Finl Corp COMM 58551A108 2505.0 73540 SH SOLE 73540 0 0
Merck & Co Inc COMM 589331107 20372.6 303220 SH SOLE 303220 0 0
Meredith Corp COMM 589433101 313.5 7520 SH SOLE 7520 0 0
Merrill Lynch & Co COMM 590188108 4469.7 53650 SH SOLE 53650 0 0
Mgic Invt Corp Wis COMM 552848103 921.5 15310 SH SOLE 15310 0 0
Micron Technology In COMM 595112103 3043.9 39150 SH SOLE 39150 0 0
Microsoft Corp COMM 594918104 78154.8 669420 SH SOLE 669420 0 0
Milacron Inc COMM 598709103 72.9 4740 SH SOLE 4740 0 0
Millipore Corp COMM 601073109 225.2 5830 SH SOLE 5830 0 0
Minnesota Mng & Mfg COMM 604059105 5687.5 58110 SH SOLE 58110 0 0
Mirage Resorts Inc COMM 60462E104 420.3 27790 SH SOLE 27790 0 0
Molex Inc COMM 608554101 1281.1 22600 SH SOLE 22600 0 0
Monsanto Co COMM 611662107 3257.4 91920 SH SOLE 91920 0 0
Morgan J P & Co Inc COMM 616880100 3177.0 25090 SH SOLE 25090 0 0
Morgan St D Witter COMM 617446448 11504.4 80591 SH SOLE 80591 0 0
Motorola Inc COMM 620076109 12974.2 88110 SH SOLE 88110 0 0
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